We model a covariance matrix in terms of its corresponding standard deviations and correlation matrix. We discuss two general modeling situations where this approach is useful: shrinkage estimation of ...

Presenter. Baptiste Couvy-Duchesne. Date first presented. June 2022 Virtual Workshop. Content. Models to estimate heritability (twin or SNP h2) are typically linear models that can be seen as ...

PresenterMichael HunterFirst presented atJune 2021 virtual WorkshopContentThis video takes us from the univariate ACE model to a multivariate ACE model: from ACE to MACE. We begin with a review of the ...

However, virtually no empirical documentation exists concerning the best method for estimating the correlation structure of international share prices. In this paper, 12 models for estimating the ...